Sat, Aug 19, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

J8 and Pairstech to launch diversified liquid futures fund in October

Thursday, July 12, 2012

Benedicte Gravrand, Opalesque Geneva:

Two London-based companies, J8 Capital Management LLP and Pairstech Capital Management LLP, are launching the J8 Futures Fund, a CTA managed futures fund domiciled in Malta, in October 2012. The fund is open to Qualifying Investors with a minimum investment of $75,000 and will be marketed globally to institutional investors and high net worth individuals.

The fund employs long and short proprietary algorithmic trading strategies in liquid futures and forwards and other derivatives. It invests in the global markets of commodities, equity indices, equity index volatility, interest rates, government bonds, and currencies. The portfolio is risk weighted and applies leverage control with a target volatility mechanism.

The back-tested portfolio outperformed long-only benchmark indices, having annualised 22% (net) from June 1991 to June 2012 (253 months), with a volatility of 11.5%. During the same period, the S&P 500 Index returned 6.4% and the S&P Goldman Sachs Commodity Index Total Return returned 3.23%.

The J8 Futures Fund is managed by Pairstech Capital and represented by J8, which also provides risk management services to the fund. Tillman Sachs, PhD is a fund partner with Pairstech and the founding partner of J8. Before founding J8 this year, Sachs, a German national, was a Vice President with Barclays C......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. FinTech - Danger: Crowdfunding on the wrong platform could force you to go public[more]

    From LinkedIn.com: Some equity crowdfunding platforms are putting startups at serious risk. Working with a platform that doesn't structure your deal appropriately could jeopardize your ability to raise future capital or worse, force you to become a public reporting company. The emergence of eq

  3. David Tepper says we're 'nowhere near an overheated' stock market[more]

    From Marketwatch.com: Billionaire David Tepper thinks comparing this current stock-market environment with the overheated markets of 1999 is "ridiculous." The hedge-fund manager, who runs Appaloosa Management, told CNBC in a phone interview on Tuesday that the market's record run, notwithstanding la

  4. Opalesque Exclusive: Altegris and Artivest partner on distribution for alternative funds suite[more]

    Bailey McCann, Opalesque New York: California-based investment firm Altegris has partnered with New York-based alternative investments platform Artivest on distribution for $1 billion in alternative funds. The partnership also launches Artivest's capabilities to offer alternative solutions to acc

  5. Investing - Buffett's Berkshire Hathaway will not increase its Oncor offer, Travel-tilting hedge funds are investing in airlines and online travel agencies[more]

    Buffett's Berkshire Hathaway will not increase its Oncor offer From Reuters.com: The energy unit of Warren Buffett's Berkshire Hathaway Inc said on Wednesday it will "stand firm" on its $9 billion offer to acquire 80 percent of Oncor Electric Delivery Company LLC and will not increase it